-69.3%
CHTR vs THC
+258.2%
-327.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.0% | -8.5% |
| 7D | -15.8% | +4.1% | -19.9% | -16.1% |
| 30D | -12.7% | +3.5% | -16.2% | -13.0% |
| 3M | -1.1% | +61.7% | -62.8% | -6.1% |
| 6M | -39.9% | +11.8% | -51.8% | -41.0% |
| YTD | -35.9% | +35.4% | -71.3% | -38.2% |
| 1Y | -49.2% | +37.0% | -86.2% | -51.1% |
| All | -69.3% | +258.2% | -327.5% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling